-23.6%
FPS vs AMC
+128.8%
-152.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.3% | -7.5% | -9.5% |
| 7D | +21.6% | +8.4% | +13.2% | +20.3% |
| 30D | -38.8% | +9.2% | -47.9% | -39.1% |
| 3M | -42.1% | +32.0% | -74.1% | -43.9% |
| 6M | -48.5% | +149.3% | -197.8% | -58.3% |
| All | -23.6% | +128.8% | -152.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling